If you interpret it metaphorically it's about religion. The heroin is used as a metaphor for religious belief - It makes you happy but the happiness is based on lies, hence the title "A Thousand Lies". Just like heroin makes you happy temporarily, but the happiness is fake because it doesn't really solve your problems or give you any real reasons to be happy. Religion also traps you in like heroin because it makes you believe that if you leave you will go to hell and this scares people off from leaving. This fear could be compared to the withdrawal effects of addictive drugs like heroin.
If you interpret it literally, it's about heroin.
If you interpret it metaphorically it's about religion. The heroin is used as a metaphor for religious belief - It makes you happy but the happiness is based on lies, hence the title "A Thousand Lies". Just like heroin makes you happy temporarily, but the happiness is fake because it doesn't really solve your problems or give you any real reasons to be happy. Religion also traps you in like heroin because it makes you believe that if you leave you will go to hell and this scares people off from leaving. This fear could be compared to the withdrawal effects of addictive drugs like heroin.